{"title":"表:用于股票排名的时间感知平衡多视角学习法","authors":"","doi":"10.1016/j.knosys.2024.112424","DOIUrl":null,"url":null,"abstract":"<div><p>Stock ranking is a significant and challenging problem. In recent years, the use of multi-view data, such as price and tweet, for stock ranking has gained considerable attention in the research field. Most existing methods are performed in (some of) the 3 steps: 1) view-specific representation learning; 2) cross-view representation interaction; 3) multi-view representation fusion. Although these methods make breakthroughs in stock ranking, they often treat all views equally. This neglects the unbalanced phenomenon in multi-view stock data, i.e., the dimension of the text view may be extremely big compared with those of other views; the price view exhibits standard and high-quality data, whereas the text view contains noise and has irregular time intervals. To solve this, we propose a Time-Aware Balanced multi-view LEarning (TABLE) method. TABLE method consists of a view-specific learning stage and a multi-view fusion stage. In the first stage, we aim to improve the quality of the low-quality text view. We achieve this by attenuating the negative impact of irrelevant texts using a hierarchical temporal attention mechanism that captures text correlations. Additionally, we explicitly model the time irregularities between sequential texts. In the fusion stage, we address the dimensions unbalance problem by establishing a multi-view decision fusion paradigm by weighted averaging the view-specific stock predictions. These weights are dynamic and determined based on the quality discrepancy between the views. Finally, we obtain the optimal stock ranking list by optimizing the point-wise regression loss and the ranking-aware loss. We empirically compare TABLE method with state-of-the-art baselines using the publicly available dataset, <span><math><mrow><mi>S</mi><mi>&</mi><mi>P</mi><mn>500</mn></mrow></math></span>. The experimental results demonstrate that TABLE method outperforms the baseline methods in terms of accuracy and investment revenue.</p></div>","PeriodicalId":49939,"journal":{"name":"Knowledge-Based Systems","volume":null,"pages":null},"PeriodicalIF":7.2000,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"TABLE: Time-aware Balanced Multi-view Learning for stock ranking\",\"authors\":\"\",\"doi\":\"10.1016/j.knosys.2024.112424\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>Stock ranking is a significant and challenging problem. In recent years, the use of multi-view data, such as price and tweet, for stock ranking has gained considerable attention in the research field. Most existing methods are performed in (some of) the 3 steps: 1) view-specific representation learning; 2) cross-view representation interaction; 3) multi-view representation fusion. Although these methods make breakthroughs in stock ranking, they often treat all views equally. This neglects the unbalanced phenomenon in multi-view stock data, i.e., the dimension of the text view may be extremely big compared with those of other views; the price view exhibits standard and high-quality data, whereas the text view contains noise and has irregular time intervals. To solve this, we propose a Time-Aware Balanced multi-view LEarning (TABLE) method. TABLE method consists of a view-specific learning stage and a multi-view fusion stage. In the first stage, we aim to improve the quality of the low-quality text view. We achieve this by attenuating the negative impact of irrelevant texts using a hierarchical temporal attention mechanism that captures text correlations. Additionally, we explicitly model the time irregularities between sequential texts. In the fusion stage, we address the dimensions unbalance problem by establishing a multi-view decision fusion paradigm by weighted averaging the view-specific stock predictions. These weights are dynamic and determined based on the quality discrepancy between the views. Finally, we obtain the optimal stock ranking list by optimizing the point-wise regression loss and the ranking-aware loss. We empirically compare TABLE method with state-of-the-art baselines using the publicly available dataset, <span><math><mrow><mi>S</mi><mi>&</mi><mi>P</mi><mn>500</mn></mrow></math></span>. The experimental results demonstrate that TABLE method outperforms the baseline methods in terms of accuracy and investment revenue.</p></div>\",\"PeriodicalId\":49939,\"journal\":{\"name\":\"Knowledge-Based Systems\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":7.2000,\"publicationDate\":\"2024-08-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Knowledge-Based Systems\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S095070512401058X\",\"RegionNum\":1,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Knowledge-Based Systems","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S095070512401058X","RegionNum":1,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
TABLE: Time-aware Balanced Multi-view Learning for stock ranking
Stock ranking is a significant and challenging problem. In recent years, the use of multi-view data, such as price and tweet, for stock ranking has gained considerable attention in the research field. Most existing methods are performed in (some of) the 3 steps: 1) view-specific representation learning; 2) cross-view representation interaction; 3) multi-view representation fusion. Although these methods make breakthroughs in stock ranking, they often treat all views equally. This neglects the unbalanced phenomenon in multi-view stock data, i.e., the dimension of the text view may be extremely big compared with those of other views; the price view exhibits standard and high-quality data, whereas the text view contains noise and has irregular time intervals. To solve this, we propose a Time-Aware Balanced multi-view LEarning (TABLE) method. TABLE method consists of a view-specific learning stage and a multi-view fusion stage. In the first stage, we aim to improve the quality of the low-quality text view. We achieve this by attenuating the negative impact of irrelevant texts using a hierarchical temporal attention mechanism that captures text correlations. Additionally, we explicitly model the time irregularities between sequential texts. In the fusion stage, we address the dimensions unbalance problem by establishing a multi-view decision fusion paradigm by weighted averaging the view-specific stock predictions. These weights are dynamic and determined based on the quality discrepancy between the views. Finally, we obtain the optimal stock ranking list by optimizing the point-wise regression loss and the ranking-aware loss. We empirically compare TABLE method with state-of-the-art baselines using the publicly available dataset, . The experimental results demonstrate that TABLE method outperforms the baseline methods in terms of accuracy and investment revenue.
期刊介绍:
Knowledge-Based Systems, an international and interdisciplinary journal in artificial intelligence, publishes original, innovative, and creative research results in the field. It focuses on knowledge-based and other artificial intelligence techniques-based systems. The journal aims to support human prediction and decision-making through data science and computation techniques, provide a balanced coverage of theory and practical study, and encourage the development and implementation of knowledge-based intelligence models, methods, systems, and software tools. Applications in business, government, education, engineering, and healthcare are emphasized.